CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 1.5880 1.5920 0.0040 0.3% 1.6002
High 1.5915 1.5959 0.0044 0.3% 1.6028
Low 1.5873 1.5908 0.0035 0.2% 1.5796
Close 1.5886 1.5955 0.0069 0.4% 1.5858
Range 0.0042 0.0051 0.0009 21.4% 0.0232
ATR 0.0077 0.0076 0.0000 -0.3% 0.0000
Volume 11 23 12 109.1% 396
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6094 1.6075 1.5983
R3 1.6043 1.6024 1.5969
R2 1.5992 1.5992 1.5964
R1 1.5973 1.5973 1.5960 1.5983
PP 1.5941 1.5941 1.5941 1.5945
S1 1.5922 1.5922 1.5950 1.5932
S2 1.5890 1.5890 1.5946
S3 1.5839 1.5871 1.5941
S4 1.5788 1.5820 1.5927
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6590 1.6456 1.5986
R3 1.6358 1.6224 1.5922
R2 1.6126 1.6126 1.5901
R1 1.5992 1.5992 1.5879 1.5943
PP 1.5894 1.5894 1.5894 1.5870
S1 1.5760 1.5760 1.5837 1.5711
S2 1.5662 1.5662 1.5815
S3 1.5430 1.5528 1.5794
S4 1.5198 1.5296 1.5730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5959 1.5829 0.0130 0.8% 0.0041 0.3% 97% True False 30
10 1.6028 1.5796 0.0232 1.5% 0.0060 0.4% 69% False False 56
20 1.6028 1.5684 0.0344 2.2% 0.0072 0.5% 79% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6176
2.618 1.6093
1.618 1.6042
1.000 1.6010
0.618 1.5991
HIGH 1.5959
0.618 1.5940
0.500 1.5934
0.382 1.5927
LOW 1.5908
0.618 1.5876
1.000 1.5857
1.618 1.5825
2.618 1.5774
4.250 1.5691
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 1.5948 1.5935
PP 1.5941 1.5914
S1 1.5934 1.5894

These figures are updated between 7pm and 10pm EST after a trading day.

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